Christian T. Brownlees

Economics and Econometrics · with Engle · 2006–2019

A researcher in the Science corpus: 5 papers; trusts 32 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

Whom Christian T. Brownlees trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Ole E. Barndorff-Nielsen
  3. Andrew J. Patton
  4. Torben G. Andersen
  5. Tim Bollerslev
  6. M. Martens
  7. Francis X. Diebold
  8. N. Shephard
  9. V. Acharya
  10. Hui Zou

Who trusts Christian T. Brownlees overall

  1. P. R. Hansen
  2. James W. Taylor
  3. N. Shephard
  4. Cristina Amado
  5. Filip Žikeš
  6. Asger Lunde
  7. Ole E. Barndorff-Nielsen
  8. Pilar Abad
  9. N. Karnaukh
  10. A. Opschoor

Papers from Christian T. Brownlees's perspective

Ordered by how strongly the researchers Christian T. Brownlees trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Power and bipower variation with stochastic volatility and jumps
  4. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  5. Separating Microstructure Noise from Volatility
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A Simple Long Memory Model of Realized Volatility
  8. New frontiers for arch models
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. The Adaptive Lasso and Its Oracle Properties

Their papers